Add new update and max_eff_lr

This commit is contained in:
Daniel Povey 2022-05-27 20:44:10 +08:00
parent 4efe920401
commit 503b79252f

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@ -462,6 +462,11 @@ class Cain(Optimizer):
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-3)
max_eff_lr (float, optional): maximum effective learning rate for
natural-gradient update; this limits how aggressively we accelerate
directions with small gradients. The idea is that you might want to
leave this constant as the regular learning rate decreasess; but
we can investigate alternatives here.
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
eps (float, optional): term added to the denominator to improve
@ -491,6 +496,7 @@ class Cain(Optimizer):
self,
params,
lr=1e-3,
max_eff_lr=3e-3,
betas=(0.9, 0.98),
eps=1e-8,
target_rms=0.1,
@ -519,6 +525,7 @@ class Cain(Optimizer):
defaults = dict(
lr=lr,
max_eff_lr=max_eff_lr,
betas=betas,
eps=eps,
target_rms=target_rms,
@ -546,11 +553,14 @@ class Cain(Optimizer):
for group in self.param_groups:
beta1, beta2 = group["betas"]
lr = group["lr"]
max_eff_lr = group["max_eff_lr"]
target_rms = group["target_rms"]
rms_eps = group["rms_eps"]
eps = group["eps"]
rms_max = group["rms_max"]
assert lr <= max_eff_lr
for p in group["params"]:
if p.grad is None:
continue
@ -568,7 +578,7 @@ class Cain(Optimizer):
if len(state) == 0:
state["step"] = 0
# Exponential moving average of gradient values
state["exp_avg"] = torch.zeros_like(
state["delta"] = torch.zeros_like(
p, memory_format=torch.preserve_format
)
# Exponential moving average of squared gradient values
@ -583,12 +593,17 @@ class Cain(Optimizer):
# that also emulates Eve.
state["scale_exp_avg_sq"] = torch.zeros((), device=p.device,
dtype=p.dtype)
# alpha is a scale related to the natural-gradient update,
# see self._get_denom()
state["alpha"] = torch.ones((), device=p.device,
dtype=p.dtype)
exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
delta, exp_avg_sq = state["delta"], state["exp_avg_sq"]
step = state["step"]
exp_avg.mul_(beta1)
delta.mul_(beta1)
if p.numel() > 1:
# This part learns the scale on the parameters.
@ -624,10 +639,10 @@ class Cain(Optimizer):
device=scale_delta.device,
dtype=scale_delta.dtype),
scale_delta)
exp_avg.add_(p, alpha=scale_delta)
delta.add_(p, alpha=scale_delta)
# forget bias_correction1. We use normal momentum. exp_avg really
# forget bias_correction1. We use normal momentum. delta really
# just stores the moving-average gradient step.
bias_correction2 = 1 - beta2 ** self._step_for_bias_correction(step)
@ -635,18 +650,15 @@ class Cain(Optimizer):
# Decay the second moment running average coefficient
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
denom = (exp_avg_sq.sqrt()).add_(eps)
this_delta_ref = grad / denom
this_delta = grad / (exp_avg_sq + eps*eps)
renorm_scale = ((this_delta_ref**2).mean() / ((this_delta**2).mean() + eps*eps)) ** 0.5
#denom = (exp_avg_sq.sqrt()).add_(eps)
denom = self._get_denom(state, step, exp_avg_sq, bias_correction2,
eps, lr/max_eff_lr)
this_delta = grad / denom
this_delta = self._change_coordinates(this_delta, state, forward=False)
alpha = -lr*(1-beta1)*(bias_correction2 ** 0.5) * renorm_scale
alpha = -lr*(1-beta1)*(bias_correction2 ** 0.5)
if p.numel() > 1:
if step % 10 == 0:
state["param_rms"].fill_((p**2).mean().sqrt())
@ -654,15 +666,96 @@ class Cain(Optimizer):
# scale as a separate scalar. This is how fast we'd be learning.
alpha = (alpha / target_rms) * state["param_rms"].clamp(min=rms_eps)
# treat/repurpose exp_avg as moving-average of `this_delta`
# don't use alpha=alpha as I don't think
exp_avg.add_(this_delta, alpha=alpha)
delta.add_(this_delta, alpha=alpha)
p.add_(exp_avg)
p.add_(delta)
state["step"] += 1
return loss
def _get_denom(self,
state: dict,
step: int,
exp_avg_sq: Tensor,
bias_correction2: float,
eps: float,
beta: float):
"""
This function returns a "denominator" value that we'll divide the gradients by
before multiplying by -lr and applying momentum.
Args:
state: state-dict for this parameter, needed for its "alpha" member
step: the current step index
exp_avg_sq: Moving-average of gradient-squared for each element of the current
parameter matrix (possibly after a co-ordinate change).
bias_correction2: A value that will be normally 1.0, but will be less than 1.0
near the start of training or just after we re-estimated the co-ordinate
changes; we can divide exp_avg_sq by this to get an expected gradient-squared.
eps: Epsilon value that prevents division by zero; dimensionally, this is
a gradient magnitude (not squared-gradient magnitude).
beta: A value <= 1.0, e.g. 0.1; it equals lr / max_eff_lr, and represents
the inverse of the "maximum acceleration" we allow the natural gradient to
give, versus regular ADAM. Think of 1/beta as the maximum normalized
gradient root-mean-square value we allow.
We'll explain what this function does by comparing (i) basic ADAM-like updat,e
(ii) basic natural-gradient update, (iii) our update which combines properties
of both.
The basic ADAM-like version of this would be:
denom = (exp_avg_sq.sqrt()).add_(eps),
so after we divide the gradients by this, they will have unit expected squared value.
The natural-gradient version of this would be:
denom = (exp_avg_sq).add_(eps * eps)
base_denom = (exp_avg_sq.sqrt()).add_(eps),
denom = denom * (base_denom / denom).mean()
what this does is: compute 'denom' with no sqrt(), and then scale it in such
a way that ([root-mean-square gradient magnitude] / denom).mean() == 1.0, so
the overall learning speed is about the same as the baseline.
We will be returning:
denom = alpha * (exp_avg_sq) + beta * (exp_avg_sq.sqrt() + eps)
and are aiming for alpha to satisfy the following condition:
((exp_avg_sq.sqrt() + eps) / denom).mean() == 1.0 (eqn:1)
... (eqn:1) means that the overall learning rate / "rate of progress"
is about the same as if denom was just (exp_avg_sq.sqrt() + eps). Also,
the beta term in "denom" ensures that:
(1/denom) <= 1/beta * (1/adam_denom)
which ensures that the speed of update for any given element will never
be greater than the normal ADAM-type update by more than 1/beta.
The way we update alpha is as follows. We always have the previous iteration's
alpha, call this alpha_prev. We compute:
denom_prev = (alpha_prev * exp_avg_sq) + beta * (exp_avg_sq.sqrt() + eps)
and:
mean_prev = (exp_avg_sq.sqrt() + eps) / denom).mean()
.. now, mean_prev varies *at most* like 1/alpha, meaning its maximum sensitivity
to alpha is an inverse relationship. So we we update alpha as:
alpha_cur = alpha_prev * mean_prev
(the idea is that this will eventually converge; and meanwhile, we'll just have
a slightly inaccurate alpha). If `step` is large, we'll assume alpha has converged
and always return the denominator with the old alpha.
"""
num_steps = 10 if step < 3 else 2 if step < 100 else 1
for _ in range(num_steps):
# our update for alpha is iterative since there isn't a closed-form solution.
alpha = state["alpha"]
adam_denom = exp_avg_sq.sqrt().add_(eps)
denom = alpha * exp_avg_sq + beta * adam_denom
mean_speed = (adam_denom / denom).mean()
alpha.fill_(alpha * mean_speed)
return denom
def _change_coordinates(self,
grad: Tensor,
state: dict,